+302.8%
AEM vs DOCU
-78.0%
+380.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.3% |
| 7D | -0.5% | +6.9% | -7.4% | -0.8% |
| 30D | +24.0% | +19.0% | +5.0% | +23.0% |
| 3M | +16.1% | +34.3% | -18.2% | +14.4% |
| 6M | -11.6% | +48.0% | -59.6% | -13.5% |
| YTD | +21.5% | 0.0% | +21.5% | +21.5% |
| 1Y | +39.2% | -10.3% | +49.5% | +39.8% |
| 3Y | +347.4% | +32.4% | +315.0% | +333.1% |
| All | +302.8% | -78.0% | +380.8% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling